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Synchronization risk and delayed arbitrage

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  • Abreu, Dilip
  • Brunnermeier, Markus K.

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  • Abreu, Dilip & Brunnermeier, Markus K., 2002. "Synchronization risk and delayed arbitrage," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 341-360.
    • Handle: RePEc:eee:jfinec:v:66:y:2002:i:2-3:p:341-360
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    References listed on IDEAS

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    9. De Long, J Bradford & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, 1990. "Noise Trader Risk in Financial Markets," Journal of Political Economy, University of Chicago Press, vol. 98(4), pages 703-738, August.
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    12. Duffie, Darrell & Garleanu, Nicolae & Pedersen, Lasse Heje, 2002. "Securities lending, shorting, and pricing," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 307-339.
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    15. Franklin Allen & Gary Gorton, 1993. "Churning Bubbles," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 60(4), pages 813-836.
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